Animal models of anxiety are being used to investigate the biological mechanisms underlying anxiety-related behaviors. An endogenous mineralocorticoid metabolite of progesterone, THDOC, previously characterized for its high affinity for the central benzodiazepine receptor, was tested and found to have significant anxiolytic activity in both the mouse exploratory behavior model and the Vogel thirsty-lick conflict rat model for anxiety. In addition, the anxiety component of the learned helplessness model of depression was characterized in terms of benzodiazepine, GABA, and chloride channel binding, in Sprague-Dawley and Maudsley hyperactive rats.